Just minutes outside of the Duluth/Superior area is Jay Cooke State Park, with the rugged scenery carved into the rocks of the area by the St. Louis River. The unique "slanted" rocks that the river pours over offers a unique type of waterfalls in the heart of the park.
While they aren't the tallest falls in the area, the unique nature of the river and rocks, mixed with ice and snow forcing the water to flow in different ways, makes for photo-friendly views and picturesque hiking opportunities. The suspension bridge in the park also makes for an Instagram-friendly photo op while you're there.
True of many of these locations, you'll want to make sure you have appropriate footwear (and probably even ice cleats) for your hiking. The hilly trails become snow-packed and icy over the winter months, and it can be very difficult to get around without the right footwear for the job. Specifically at this park, I have seen a few people fall down, injuring themselves or breaking cameras. Bring the right gear, use some caution, and you'll be able to enjoy the trails without issue.